Last price paid | 1.29 | |
Change | -3.73% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 24.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +394.23% |
Year to date (YTD) | +821.43% |
1 month | 0.00% |
3 months | +84.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 376.75 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 4.04 |
Implied volatility | 0.39 |
ISIN | CH1281034327 |
Symbol | LONK0Z |
Security | 128103432 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 400.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 17.10.2023 |
Premium | 0.21% |
Premium p.a. | 1.77% |
Leverage | 4.10 |
Implied volatility | 39.04% |
Moneyness | in-the-money |
Leverage | 4.0380 |
Delta | 0.9839 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0046 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 528.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |